Build #: 12548
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STP - STEP data


Contact , Data , Access by the public , Integrity , Methodology

 
Contact
  Dataset contact e-mail ECB_STEP1@ecb.europa.eu
 
Data Go to the top of STP - STEP data.
  Source agency European Central Bank (ECB)
  Data category Short Term European Paper Statistics (STEP Statistics)
  Short presentation of data items The STEP statistics concern short-term debt securities issued in the context of programmes that have received the STEP label from the STEP Market Committee (http://www.stepmarket.org). The STEP dataset comprises daily statistics on aggregated outstanding amounts and new issues and on yields and spreads for securities issued in euro under STEP programmes. The daily yield statistics encompass annualised yields for STEP-labelled zero coupon issues, referring to the primary market interest rates originally agreed between an issuer and an investor. Yield statistics are also available for STEP issues priced with a spread against reference interest rates. The underlying security by security data are collected with daily frequency at ISIN and settlement level from the eligible data providers.
  Types of data source National Settlement Systems, International Settlement Systems, National Central Banks of the European Union and other national institutions approved as data providers by the STEP Market Committee.
  Periodicity Business
  Timeliness Publication on the first business day during following calendar week
  Update frequency Weekly
  Catalog Download the series catalogue (complete list of series) of the dataset STP (Public) (including the metadata): Excel 2013 or the earlier Excel versions.
 
Access by the public Go to the top of STP - STEP data.
  Dissemination SDW and the ECB webpage at http://www.ecb.europa.eu/stats/money/step/html/index.en.html
 
Integrity Go to the top of STP - STEP data.
  Institutional framework for statistics STEP reporting guidelines at http://www.ecb.europa.eu/stats/pdf/money/step/ReportingInstructions.pdf
 
Methodology Go to the top of STP - STEP data.
  Concepts and Definitions STEP methodological notes at http://www.ecb.europa.eu/stats/pdf/money/step/STEP_Methodological_Notes.pdf .
Rating classification: Highest credit rating: issues with an underlying rating equal to A1, P1 or F1. High credit rating: issues rated A2, P2 or F2.